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Information Uncertainty and the Post-Earnings-Announcement Drift Anomaly: Insights from REITs

blog.edarchimbaud.com

Information Uncertainty and the Post-Earnings-Announcement Drift Anomaly: Insights from REITs

edarchimbaud
Sep 6, 2023
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Information Uncertainty and the Post-Earnings-Announcement Drift Anomaly: Insights from REITs

blog.edarchimbaud.com
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Original paper

SSRN-id1633542.pdf

Trading rules

  • Investment universe: All US REITs listed on NYSE, NASDAQ, and AMEX

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